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| Gibbs Sampling với Dữ liệu Thiếu× | MCMC với dữ liệu thiếu× | |
|---|---|---|
| Lĩnh vực | Bayes | Bayes |
| Họ | Bayesian methods | Bayesian methods |
| Năm ra đời≠ | 1987–1990 | 1987 |
| Người khởi xướng≠ | Tanner & Wong (data augmentation), Gelfand & Smith (Gibbs sampler) | Tanner & Wong (data augmentation); extended by Gelfand & Smith, Rubin |
| Loại | Bayesian computational method | Bayesian computational method |
| Công trình gốc≠ | Tanner, M. A. & Wong, W. H. (1987). The calculation of posterior distributions by data augmentation. Journal of the American Statistical Association, 82(398), 528–540. DOI ↗ | Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. ISBN: 978-0471183860 |
| Tên gọi khác | data augmentation Gibbs sampler, Gibbs sampler with data augmentation, Bayesian imputation via Gibbs sampling, MCMC missing data imputation | MCMC missing data, data augmentation MCMC, Bayesian multiple imputation, MCMC imputation |
| Liên quan | 6 | 6 |
| Tóm tắt≠ | Gibbs sampling with missing data treats unobserved values as additional unknowns alongside model parameters and samples all of them jointly within a Markov chain Monte Carlo loop. The method alternates between drawing the missing values from their conditional distribution given the parameters and drawing the parameters from their conditional distribution given the completed data, producing a posterior over both simultaneously. | MCMC with missing data is a Bayesian computational strategy that treats unobserved values as additional unknown parameters. By alternating between sampling the missing values from their predictive distribution and sampling the model parameters from their posterior, the algorithm produces a valid joint posterior that fully accounts for uncertainty introduced by the missingness. |
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